Hi, sorry for delay, just got back from leave.
The default Magento installation is set up for a single merchant taking sales (so they receive all funds). It sounds like you are asking about using a Magento installation more as a "Marketplace". I know of quite a few sites doing this with M1 (not sure if any of those have moved to M2 yet). It is not something we supply out of the box with the core product to my knowledge.
There may be extensions that adds the functionality you need on http://marketplaces.magento.com. I am not 100% sure I understand your requirements exactly. While searching I found some that may be relevant but I think you will need to check yourself. The other thing is if you find a partner that has build something similar before so you can draw upon their expertise.
If there is an existing specific module you are asking about, you may need to contact the author of that module for further details.
There are a number of legal issues to consider here as well relating to who should be the legal "merchant of record" for the transaction. (This can affect things like tax calculations.)
My guess is normally you would collect the funds in the main account of the merchant owning the site, and then they would distribute funds to the sellers, most likely aggregated (say once a month). If you were charging fees you may remove your fees before passing the funds onto the sellers at this time.
